Raiffeisen Bank International AG

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Retail Model and Methodology Developer (f/m/x)

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International business requires an international corporate philosophy. Are you open to new ideas and do you value cultural diversity? At Raiffeisen Bank International, we are pleased to have more than 16 million customers in 13 CEE countries. And our journey continues – with exciting new issues for us to tackle such as digitalisation and changing customer needs. Join us on our journey.
 
Are you ready for the next chapter in your career? If you like using your analytical and programming skills in a challenging environment together with a great international team, come and join us!

Retail Model and Methodology Developer (f/m/x)

The Retail Risk Analytics and Methodology (RRAM) Department is looking for a motivated Retail Model and Methodology Developer to support the activities of the department, with special focus on IFRS9 related topics. 
 
The RRAM Department is part of the Group Risk Controlling Division of RBI and is responsible for the development and implementation of various retail risk methodologies throughout the RBI Group, including retail credit risk model development concept papers, guidelines, and templates. The department also develops retail credit risk models for Pillar 1, Pillar 2 and IFRS9 purposes for certain affiliated companies of RBI Group.

#full-time (38.5h/week)
#Office based in 1030 Vienna

Your main objectives:
  • Contributing to the development and implementation of retail credit risk models for CRR (Pillar 1and Pillar 2) and especially IFRS 9
  • Developing and prototyping of new modelling methodologies in close cooperation with other teams within the RRAM Department and the Validation Department (with the special focus on the IFRS 9 framework and its’ interdependency with Pillar 1 and Pillar 2 methodologies)
  • Optimizing and refactoring the existing modelling code base
  • Supporting RBI network units in implementing the methodologies and making use of the provided modelling codebase
  • Getting involved in discussion with Group auditors and regulatory authorities (ECB, OeNB, JST, NCAs) demonstrating compliance with the regulatory framework
  • Reporting and presenting to RBI Group Risk Committee the outcome of the model/methodology developments for the retail rating systems in RBI Head Office
  • Supporting strategic projects and activities in the RRAM Department and RBI Group

Your skills:
  • University degree in Mathematics, Statistics, Econometrics or Economic sciences with strong quantitative focus
  • Professional experience in risk management (IFRS9 model development or validation) of a bank, financial institution or consultancy company is a plus
  • Excellent analytical and quantitative problem-solving skills
  • Strong knowledge and practical experience with R, Python, or other statistical software; knowledge of SQL is an advantage
  • Ability to effectively collaborate with colleagues within the team and the network units in delivering high quality results
  • Very good communication of complex ideas, negotiation, and presentation skills in a multinational environment
  • Excellent command of English – both verbally and in writing, knowledge of German language is a plus

What we offer: 
  • State of the art flexible working hours and home office options to find a good work-life balance within your team 
  • Meaningful career opportunities to develop professionally and personally 
  • Learning as part of our DNA and culture 
  • Salary account and credit card free of charge  
  • Family-friendly benefits, such as family and child allowances, company kindergarten, part-time arrangements and much more!  
  • Easy travel with a paid job ticket or subsidy of annual ticket for public transportation  
  • Healthy, tasty, and budget-friendly canteen 
  • Staying fit with diverse sports offerings and being inspired by cultural events  
  • Saving in daily life with vouchers and discounts  
  • A competitive salary starting at EUR 46.500 gross pa excluding overtime
 
We are looking forward to receiving your online application!

Please address your application letter to Ms. Monique Heinrichs.

https://jobs.rbinternational.com
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